Speaker:  Paul Dupuis (Division of Applied Mathematics, Brown University

Title: Large deviations and variational representations for infinite dimensional stochastic systems

Date:  November 21, 2014

Time:  2:30 pm

Location:  Ottawa University KED 585 – Room 2015

ABSTRACT:  We discuss how certain variational representations can be used to simplify large deviations and related analyses, especially in the infinite dimensional setting. We first review the statement of the representation for Gaussian noise and its use in a simple setting, and then describe the form of the representation and present an application in the infinite dimensional setting. If time permits we discuss some of the new features present when there is also Poisson noise